19.5 Quasi-random number generator algorithms

This generator uses the algorithm described in Bratley, Fox,
Niederreiter, ACM Trans. Model. Comp. Sim. 2, 195 (1992). It is
valid up to 12 dimensions.

Generator: gsl_qrng_sobol

This generator uses the Sobol sequence described in Antonov, Saleev,
USSR Comput. Maths. Math. Phys. 19, 252 (1980). It is valid up to
40 dimensions.

Generator: gsl_qrng_halton

Generator: gsl_qrng_reversehalton

These generators use the Halton and reverse Halton sequences described
in J.H. Halton, Numerische Mathematik 2, 84-90 (1960) and
B. Vandewoestyne and R. Cools Computational and Applied
Mathematics 189, 1&2, 341-361 (2006). They are valid up to 1229
dimensions.